Report NEP-ECM-2018-05-14

This is the archive for NEP-ECM, a report on new working papers in the area of Econometrics. Sune Karlsson issued this report. It is usually issued weekly.

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Other reports in NEP-ECM

The following items were announced in this report:

• Guochang Wang & Wai Keung Li & Ke Zhu, 2018. "New HSIC-based tests for independence between two stationary multivariate time series," Papers 1804.09866, arXiv.org.
• Gary Koop & Dimitris Korobilis, 2018. "Forecasting with High-Dimensional Panel VARs," Working Paper series 18-20, Rimini Centre for Economic Analysis.
• Dimitris Korobilis & Davide Pettenuzzo, 2018. "Adaptive Hierarchical Priors for High-Dimensional Vector Autoregressions," Working Paper series 18-21, Rimini Centre for Economic Analysis.
• Victor Aguirregabiria & Jiaying Gu & Yao Luo, 2018. "Sufficient Statistics for Unobserved Heterogeneity in Structural Dynamic Logit Models," Working Papers tecipa-603, University of Toronto, Department of Economics.
• Sokbae Lee & Bernard Salani'e, 2018. "Identifying Effects of Multivalued Treatments," Papers 1805.00057, arXiv.org.
• Norbert Christopeit & Michael Massmann, 2018. "Strong consistency of the least squares estimator in regression models with adaptive learning," Tinbergen Institute Discussion Papers 18-045/III, Tinbergen Institute.
• Takahiro Hoshino & Keisuke Takahata, 2018. "Identification of heterogeneous treatment effects as a function of potential untreated outcome under the nonignorable assignment condition," Keio-IES Discussion Paper Series 2018-005, Institute for Economics Studies, Keio University.
• A. Di Pino & M.G. Campolo & E. Otranto, 2018. "Reducing Bias in a Matching Estimation of Endogenous Treatment Effect," Working Paper CRENoS 201805, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
• Luca Benati, 2018. "Can News and Noise Shocks Be Disentangled?," Diskussionsschriften dp1805, Universitaet Bern, Departement Volkswirtschaft.